President Obama has declared a major disaster in the state of Oklahoma after a tornado flattened homes and schools.
It's estimated that 24 people have died in the storm.
Worst hit was the town of Moore which is south of Oklahoma city.
Tornadoes are common in this area of America but this one was particularly strong with winds of 200mph (320km/h).
About 250 people are being treated in hospitals and some are still missing.
Martin has been speaking to BBC weather presenter Simon King to find out why tornadoes form.
Last week, three tornadoes passed through northern Texas, killing six people and destroying large parts of several towns.
The tornadoes are part of a massive patch of thunderstorms which stretches all the way from Texas to Minnesota.
Forecasters say the storms are heading in a north-easterly direction and that it looks like they could get worse over the coming weeks.